+10.6%
O vs COMP
+16.2%
-5.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.7% | -11.5% | -1.0% |
| 7D | +3.7% | +13.4% | -9.7% | +3.4% |
| 30D | +11.2% | +11.1% | +0.1% | +10.9% |
| 3M | -4.0% | -18.8% | +14.9% | -4.0% |
| 6M | -5.2% | +10.5% | -15.7% | -5.6% |
| YTD | +9.5% | -3.4% | +12.9% | +7.3% |
| 1Y | +10.6% | +19.7% | -9.1% | +7.8% |
| All | +10.6% | +16.2% | -5.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling